+5.6%
META vs PFE
+18.8%
-13.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | -13.0% | +0.3% | -13.3% | -13.0% |
| 3M | +7.9% | +9.4% | -1.4% | +7.0% |
| 6M | +4.2% | +14.9% | -10.6% | +3.0% |
| YTD | -2.5% | +23.8% | -26.3% | -5.1% |
| 1Y | +5.6% | +19.5% | -14.0% | +3.3% |
| All | +5.6% | +18.8% | -13.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling